+848.7%
APA vs RJF
+49,848.3%
-48,999.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.6% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | +23.4% | -1.3% | +24.7% | +23.8% |
| 3M | +12.7% | +18.9% | -6.2% | +5.1% |
| 6M | +39.4% | +15.0% | +24.4% | +30.9% |
| YTD | +79.0% | +12.2% | +66.7% | +69.0% |
| 1Y | +88.8% | +5.6% | +83.2% | +82.0% |
| 3Y | +6.4% | +74.9% | -68.5% | -14.8% |
| 5Y | +153.0% | +106.6% | +46.3% | +91.9% |
| 10Y | +7.5% | +433.1% | -425.5% | -36.5% |
| All | +848.7% | +49,848.3% | -48,999.6% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling